This folder contains 4 Matlab functions for simulating data from and estimating parameters of the BARRISTA process.

The BARRISTA process is a three-stage process used for modeling bid arrivals in online auctions (BARRISTA = Bid ARRivals In STAges). It is a non-homogenous Poisson process with a special intensity function (see Shmueli, Russo, and Jank, 2004 for details). There are three intensity parameters (alpha1, alpha2, and alpha3) and two change-point parameters d1 and d2 which divide the auction time interval [0,T] into three parts: [0, d1], [d1, T-d2], and [T-d2, T].

The function SimulateBarristaArrivals.m simulates arrivals from this process. It is called by

SimulateBarristaArrivals(alpha1,alpha2,alpha3,d1,d2,T,n)

n= number of required arrivals
T = length of auctions

The three other functions use a CDF-based estimation method for the 5 parameters, and also give bootstrap-based standard errors for the estimates.


QC_alpha3(data,T,s,t)  estimates alpha3 (s and t are values that are in the interval of interest)

QC_alpha(data,T,Ts,Tt) estimates alpha1 and alpha2. Run them separately to obtain each estimate.

QC_d1d2(data,T,alpha1,alpha2,alpha3,t1,t2L,t2U,t3)  estimated d1 and d2.

Typing "Help" and then the function name gives further details.